Inferring highest bid and lowest ask from forex trade data

External question — Quantitative Finance Stack Exchange Author: Matt Bell Original post: https://quant.stackexchange.com/questions/3150 License: CC BY-SA 3.0 — https://creativecommons.org/licenses/by-sa/3.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I have historical trade data for every trade on a forex exchange, whcih includes the following data: Time the trade was made Amount, in currency A Price, in currency B I have also used this to organize the data into candlestick data for periods, which includes: Volume in currency A Volume in currency B Low price Open price Close Price High price Number of trades How will I be able to use the data I have to infer the highest bid or lowest ask at a certain point in time? Also, is there any way I will be able to guess the volume of the high bid/low ask orders? This won't be a perfect solution because I don't have access to historical market depth.